(DataFlex) WebSocket Binance Trade Stream (subscribe and receive updates)

Subscribe to a binance trade stream and receive updates.

For more information, see https://binance-docs.github.io/apidocs/spot/en/#live-subscribing-unsubscribing-to-streams

Chilkat ActiveX Downloads ActiveX for 32-bit and 64-bit Windows

Use ChilkatAx-win32.pkg

Procedure Test
    Handle hoWs
    Variant vRest
    Handle hoRest
    Boolean iSuccess
    String sResponseBody
    Handle hoJson
    Boolean iFinalFrame
    Handle hoJsonTradeData
    Boolean iReceivedFinalFrame
    Integer iNumTradesReceived
    String sReceivedJson
    String sTemp1
    Integer iTemp1
    Boolean bTemp1

    // This example requires the Chilkat API to have been previously unlocked.
    // See Global Unlock Sample for sample code.

    Get Create (RefClass(cComChilkatWebSocket)) To hoWs
    If (Not(IsComObjectCreated(hoWs))) Begin
        Send CreateComObject of hoWs
    End

    // For brevity, this example does not check for errors when etablishing the WebSocket connection.
    // See Establish WebSocket Connection for more complete sample code for making the connection.

    Get Create (RefClass(cComChilkatRest)) To hoRest
    If (Not(IsComObjectCreated(hoRest))) Begin
        Send CreateComObject of hoRest
    End

    // Connect to wss://stream.binance.com:9443
    Get ComConnect Of hoRest "stream.binance.com" 9443 True False To iSuccess
    If (iSuccess = False) Begin
        Get ComLastErrorText Of hoRest To sTemp1
        Showln sTemp1
        Procedure_Return
    End

    Get pvComObject of hoRest to vRest
    Get ComUseConnection Of hoWs vRest To iSuccess
    If (iSuccess = False) Begin
        Get ComLastErrorText Of hoWs To sTemp1
        Showln sTemp1
        Procedure_Return
    End

    Get ComAddClientHeaders Of hoWs To iSuccess

    //  Raw streams are accessed at /ws/<streamName>
    Get ComFullRequestNoBody Of hoRest "GET" "/ws/btcusdt" To sResponseBody
    Get ComLastMethodSuccess Of hoRest To bTemp1
    If (bTemp1 = False) Begin
        Get ComLastErrorText Of hoRest To sTemp1
        Showln sTemp1
        Procedure_Return
    End

    Get ComValidateServerHandshake Of hoWs To iSuccess
    If (iSuccess <> True) Begin
        Get ComLastErrorText Of hoWs To sTemp1
        Showln sTemp1
        Showln sResponseBody
        Get ComResponseHeader Of hoRest To sTemp1
        Showln sTemp1
        Procedure_Return
    End

    Showln sResponseBody
    Get ComResponseHeader Of hoRest To sTemp1
    Showln sTemp1

    // POST JSON to subscribe to a stream

    // {
    // "method": "SUBSCRIBE",
    // "params":
    // [
    // "btcusdt@aggTrade",
    // "btcusdt@depth"
    // ],
    // "id": 1
    // }

    Get Create (RefClass(cComChilkatJsonObject)) To hoJson
    If (Not(IsComObjectCreated(hoJson))) Begin
        Send CreateComObject of hoJson
    End
    Get ComUpdateString Of hoJson "method" "SUBSCRIBE" To iSuccess
    Get ComUpdateString Of hoJson "params[0]" "btcusdt@aggTrade" To iSuccess
    Get ComUpdateString Of hoJson "params[1]" "btcusdt@depth" To iSuccess
    Get ComUpdateInt Of hoJson "id" 1 To iSuccess

    // Send a full message in a single frame
    Move True To iFinalFrame
    Get ComEmit Of hoJson To sTemp1
    Get ComSendFrame Of hoWs sTemp1 iFinalFrame To iSuccess
    If (iSuccess <> True) Begin
        Get ComLastErrorText Of hoWs To sTemp1
        Showln sTemp1
        Procedure_Return
    End

    Get Create (RefClass(cComChilkatJsonObject)) To hoJsonTradeData
    If (Not(IsComObjectCreated(hoJsonTradeData))) Begin
        Send CreateComObject of hoJsonTradeData
    End
    Set ComEmitCompact Of hoJsonTradeData To False

    // Begin reading the trade stream response.
    // We'll just read the 1st 10 updates and then exit..
    Move False To iReceivedFinalFrame
    Move 0 To iNumTradesReceived
    While (iNumTradesReceived < 5)

        Get ComReadFrame Of hoWs To iSuccess
        If (iSuccess <> True) Begin
            Showln "Failed to receive a frame"
            Get ComReadFrameFailReason Of hoWs To iTemp1
            Showln "ReadFrame fail reason = " iTemp1
            Get ComLastErrorText Of hoWs To sTemp1
            Showln sTemp1
            Procedure_Return
        End

        // The responses we desire are in Text frames, where the opcode = 1.
        Get ComFrameOpcodeInt Of hoWs To iTemp1
        If (iTemp1 = 1) Begin
            Get ComGetFrameData Of hoWs To sReceivedJson

            Get ComLoad Of hoJsonTradeData sReceivedJson To iSuccess
            Get ComEmit Of hoJsonTradeData To sTemp1
            Showln sTemp1

            Move (iNumTradesReceived + 1) To iNumTradesReceived
        End

    Loop

    // Close the websocket connection.
    Get ComSendClose Of hoWs True 1000 "Closing this websocket." To iSuccess
    If (iSuccess <> True) Begin
        Get ComLastErrorText Of hoWs To sTemp1
        Showln sTemp1
        Procedure_Return
    End

    // Read the Close response.
    Get ComReadFrame Of hoWs To iSuccess
    If (iSuccess <> True) Begin
        Get ComReadFrameFailReason Of hoWs To iTemp1
        Showln "ReadFrame fail reason = " iTemp1
        Get ComLastErrorText Of hoWs To sTemp1
        Showln sTemp1
        Procedure_Return
    End

    Showln "Success."

    // The output of the above code is shown here:


End_Procedure